+244.4%
VIG vs TKO
+989.7%
-745.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -1.1% | +2.3% | -3.4% | -1.5% |
| 30D | -2.7% | -2.5% | -0.3% | -2.4% |
| 3M | +2.5% | -10.6% | +13.1% | +4.2% |
| 6M | +9.2% | -5.1% | +14.3% | +9.6% |
| YTD | +9.8% | -8.2% | +18.1% | +10.6% |
| 1Y | +12.4% | -4.4% | +16.8% | +12.3% |
| 3Y | +55.9% | +100.4% | -44.5% | +35.6% |
| 5Y | +63.9% | +294.3% | -230.3% | +24.1% |
| All | +244.4% | +989.7% | -745.2% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling